Interest Rates Products

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CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEH6 MAR 2016 MAR 2016 99.345 +0.005 Show Price Chart 99.335 99.355 99.310 212,134
10-Year T-Note Futures ZNH6 MAR 2016 MAR 2016 131'090 -0'005 Show Price Chart 131'060 131'240 131'005 1,193,655
Ultra 10-Year U.S. Treasury Note Futures TNH6 MAR 2016 MAR 2016 142'045 -0'005 Show Price Chart 142'000 142'250 141'235 23,984
5-Year USD Deliverable Interest Rate Swap Futures F1UH6 MAR 2016 104'035 +0'035 Show Price Chart 103'315 104'080 103'300 2,131
10-Year USD Deliverable Interest Rate Swap Futures N1UH6 MAR 2016 107'245 +0'105 Show Price Chart 107'230 107'310 107'170 1,113

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEH6 MAR 2016 MAR 2016 99.345 +0.005 Show Price Chart 99.335 99.355 99.310 212,134
Eurodollar Futures GEM6 JUN 2016 JUN 2016 99.320 +0.01 Show Price Chart 99.310 99.330 99.290 248,503
Eurodollar Futures GEU6 SEP 2016 SEP 2016 99.305 +0.015 Show Price Chart 99.285 99.320 99.275 183,589
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.275 +0.02 Show Price Chart 99.250 99.290 99.235 202,802
Eurodollar Futures GEH7 MAR 2017 MAR 2017 99.250 +0.03 Show Price Chart 99.215 99.265 99.205 195,790
Eurodollar Futures GEM7 JUN 2017 JUN 2017 99.205 +0.035 Show Price Chart 99.170 99.230 99.155 158,573
Eurodollar Futures GEU7 SEP 2017 SEP 2017 99.145 +0.035 Show Price Chart 99.110 99.170 99.095 134,753
Eurodollar Futures GEZ7 DEC 2017 DEC 2017 99.065 +0.04 Show Price Chart 99.020 99.090 99.010 181,267
30 Day Federal Funds Futures ZQJ6 APR 2016 APR 2016 99.625 0.00 Show Price Chart 99.625 99.640 99.620 39,045
2-Year Eurodollar Bundle Futures BU2H6 MAR 2016 MAR 2016 - - Show Price Chart - - - 0
3-Year Eurodollar Bundle Futures BU3H6 MAR 2016 MAR 2016 - - Show Price Chart - - - 0
5-Year Eurodollar Bundle Futures BU5H6 MAR 2016 MAR 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year T-Note Futures ZTH6 MAR 2016 MAR 2016 109'180 +0'005 Show Price Chart 109'170 109'195 109'165 216,454
5-Year T-Note Futures ZFH6 MAR 2016 MAR 2016 121'177 0 Show Price Chart 121'155 121'252 121'142 493,256
10-Year T-Note Futures ZNH6 MAR 2016 MAR 2016 131'090 -0'005 Show Price Chart 131'060 131'240 131'005 1,193,655
Ultra 10-Year U.S. Treasury Note Futures TNH6 MAR 2016 MAR 2016 142'045 -0'005 Show Price Chart 142'000 142'250 141'235 23,984
Ultra U.S. Treasury Bond Futures UBH6 MAR 2016 MAR 2016 171'27 -0'07 Show Price Chart 171'18 173'14 170'30 55,737
U.S. Treasury Bond Futures ZBH6 MAR 2016 MAR 2016 165'26 -0'07 Show Price Chart 165'22 167'09 165'08 223,273

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD Deliverable Interest Rate Swap Futures T1UH6 MAR 2016 101'152 +0'022 Show Price Chart 101'152 101'152 101'152 4
5-Year USD Deliverable Interest Rate Swap Futures F1UH6 MAR 2016 104'035 +0'035 Show Price Chart 103'315 104'080 103'300 2,131
7-Year USD Deliverable Interest Rate Swap Futures S1UH6 MAR 2016 - - Show Price Chart - - - 0
10-Year USD Deliverable Interest Rate Swap Futures N1UH6 MAR 2016 107'245 +0'105 Show Price Chart 107'230 107'310 107'170 1,113
20-Year USD Deliverable Interest Rate Swap Futures E1UH6 MAR 2016 - - Show Price Chart - - - 0
30-Year USD Deliverable Interest Rate Swap Futures B1UH6 MAR 2016 113'12 +0'14 Show Price Chart 113'03 113'27 113'03 25
2-Year Euro Deliverable Interest Rate Swap Futures T1EH6 MAR 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Navigate our Interest Rates Product Suite

Interest Rates Trading Strategies

Interest Rate Blocks

Learn how to take advantage of privately-negotiated futures trades between eligible counterparties.

Optimization Center

Discover the benefits of trading futures instead of swaps and how you can get started in the futures market.

Interest Rate Options

Trade our Interest Rate options across the yield curve, including Treasury, Eurodollar, and Fed Fund products.

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